Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-06 0.259951 0.281922 0.305538 0.332920 0.363933 0.398135 0.438931
2025-04-13 0.223583 0.250519 0.280878 0.317932 0.362358 0.414454 0.480990
2025-04-20 0.204455 0.235131 0.271055 0.316816 0.374421 0.445746 0.542749
2025-04-27 0.189352 0.222487 0.262552 0.315480 0.385008 0.475419 0.605801
2025-05-04 0.176930 0.211725 0.254972 0.313957 0.394460 0.503971 0.670944
2025-05-11 0.167525 0.203794 0.250010 0.314932 0.406787 0.537298 0.747649
2025-05-18 0.155683 0.191752 0.238592 0.305905 0.403877 0.548023 0.791242
2025-05-25 0.144774 0.180168 0.226866 0.295282 0.397310 0.552085 0.824187
2025-06-01 0.138835 0.174803 0.223120 0.295493 0.406521 0.581166 0.903929
2025-06-08 0.136047 0.173473 0.224751 0.303463 0.428130 0.632571 1.033435
2025-06-15 0.131764 0.169769 0.222694 0.305620 0.440571 0.670038 1.144473
2025-06-22 0.126934 0.164997 0.218746 0.304467 0.447318 0.698185 1.242695
2025-06-29 0.122035 0.160006 0.214361 0.302589 0.453166 0.726475 1.350785
2025-07-06 0.115440 0.152240 0.205407 0.292744 0.444264 0.725691 1.392442
2025-07-13 0.112170 0.149173 0.203349 0.293911 0.454879 0.764356 1.539883
2025-07-20 0.108918 0.145960 0.200863 0.294137 0.463734 0.800737 1.693211
2025-07-27 0.105746 0.142711 0.198124 0.293697 0.471237 0.835374 1.853861
2025-08-03 0.103233 0.140335 0.196609 0.295207 0.482559 0.880121 2.061528
2025-08-10 0.098855 0.134930 0.190006 0.287366 0.474764 0.880315 2.129511
2025-08-17 0.094394 0.129242 0.182714 0.277889 0.462926 0.869586 2.158605
2025-08-24 0.092242 0.127050 0.180979 0.278246 0.471068 0.907886 2.374751
2025-08-31 0.091633 0.127223 0.183087 0.285671 0.494550 0.988292 2.791663
2025-09-07 0.090007 0.125719 0.182331 0.287724 0.506812 1.042346 3.138266